CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5431 |
1.5510 |
0.0079 |
0.5% |
1.5547 |
| High |
1.5601 |
1.5671 |
0.0070 |
0.4% |
1.5601 |
| Low |
1.5426 |
1.5510 |
0.0084 |
0.5% |
1.5267 |
| Close |
1.5533 |
1.5656 |
0.0123 |
0.8% |
1.5533 |
| Range |
0.0175 |
0.0161 |
-0.0014 |
-8.0% |
0.0334 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.5% |
0.0000 |
| Volume |
65 |
61 |
-4 |
-6.2% |
153 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.6037 |
1.5745 |
|
| R3 |
1.5934 |
1.5876 |
1.5700 |
|
| R2 |
1.5773 |
1.5773 |
1.5686 |
|
| R1 |
1.5715 |
1.5715 |
1.5671 |
1.5744 |
| PP |
1.5612 |
1.5612 |
1.5612 |
1.5627 |
| S1 |
1.5554 |
1.5554 |
1.5641 |
1.5583 |
| S2 |
1.5451 |
1.5451 |
1.5626 |
|
| S3 |
1.5290 |
1.5393 |
1.5612 |
|
| S4 |
1.5129 |
1.5232 |
1.5567 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6335 |
1.5717 |
|
| R3 |
1.6135 |
1.6001 |
1.5625 |
|
| R2 |
1.5801 |
1.5801 |
1.5594 |
|
| R1 |
1.5667 |
1.5667 |
1.5564 |
1.5567 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5417 |
| S1 |
1.5333 |
1.5333 |
1.5502 |
1.5233 |
| S2 |
1.5133 |
1.5133 |
1.5472 |
|
| S3 |
1.4799 |
1.4999 |
1.5441 |
|
| S4 |
1.4465 |
1.4665 |
1.5349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5671 |
1.5267 |
0.0404 |
2.6% |
0.0150 |
1.0% |
96% |
True |
False |
42 |
| 10 |
1.5671 |
1.5267 |
0.0404 |
2.6% |
0.0109 |
0.7% |
96% |
True |
False |
27 |
| 20 |
1.5780 |
1.5267 |
0.0513 |
3.3% |
0.0079 |
0.5% |
76% |
False |
False |
25 |
| 40 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0042 |
0.3% |
31% |
False |
False |
14 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0029 |
0.2% |
31% |
False |
False |
9 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0022 |
0.1% |
31% |
False |
False |
7 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0017 |
0.1% |
31% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6092 |
|
1.618 |
1.5931 |
|
1.000 |
1.5832 |
|
0.618 |
1.5770 |
|
HIGH |
1.5671 |
|
0.618 |
1.5609 |
|
0.500 |
1.5591 |
|
0.382 |
1.5572 |
|
LOW |
1.5510 |
|
0.618 |
1.5411 |
|
1.000 |
1.5349 |
|
1.618 |
1.5250 |
|
2.618 |
1.5089 |
|
4.250 |
1.4826 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5634 |
1.5594 |
| PP |
1.5612 |
1.5531 |
| S1 |
1.5591 |
1.5469 |
|